The 34-year-old Spaniard impressed many an observer by leading Swansea to the League One title in some style last season and his name had been mentioned in connection with the vacant Rovers post.
"I don't have any intention of leaving," Martinez told Wales on Sunday.
"My aim is to get Swansea City to The Premier League, not manage a different club there.
"That's all I want, all the fans want and all the board wants. Until one of those three parties feels different, I will be here.
"It's flattering, but I'm far too busy planning for next season with Swansea to pay any attention to it.
"These things can only be distractions for managers and I am just concentrating on doing the best I can in The Championship."